I agree with finding a tying kit. Usually, they include a basic vise, hooks, hackle, tools, instructions... everything that you need to get going. I got started by getting a kit from Orvis years ago. Gradually, you start adding materials and tying new patterns one at a time. Before you know it your big problem won't be how to tie, but how to store all of your stuff.

Another good route is to find a good local fly shop. A lot of shops have tying groups that meet regularly, and will spend a few hours together going over a particular pattern. Plus, a local shop will most likely be tying a local pattern that is proven on your home water. Hands on teaching is always best, and usually shops are eager to let you try one of their vices out in the hope that it'll be something that you can't live without It's a win/win situation for everyone.